There are several ways to do that, some automatic some not. Usually I prefer to recreate the curves manually, because imported DXF curves have too many vertices, and it gives very complicated models. I prefer to model with few vertices, then if needed, complexify automatically with a subsurf modifier. But in either cases, what you would do is more or less this:
- copy 2 curves above the existing ones (so you still have your original curves below)
- create 2 lines that join the endpoints of the two copied curves. So you form a closed contour
- select one point of that contour, then Ctrl+L to select all the others
- Alt+F to fill the contour
- do the same with every 2 curves, then put everything back into position, then Mesh -> Remove doubles
Hope it helps!